• 응용통계연구
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• 제26권5호
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• pp.713-723
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• 2013

본 연구에서는 2-모수 파레토분포에 대해 무정보사전분포인 준거사전분포의 가정 하에서 객관적 베이지안 모수추정 절차를 제안하였다. 베이지안 추정은 깁스샘플링에 의해서 수행된다. 깁스샘플러에서 모수생성하는 방법은 형태모수는 감마분포로부터 생성하고 척도모수는 적응기각표집 알고리즘에 의해 생성한다. 제안된 베이지안 모수추정 절차는 모의실험과 자료분석에서 기존의 추정방법들인 L-적률추정법, 최우추정법, 공액사전분포 하의 주관적 베이지안 모수추정법과 비교된다.

• Journal of Preventive Medicine and Public Health
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• 제23권3호
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• pp.247-254
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• 1990

짝짓기 방법은 교란변수를 통제하기 가장 좋은 방법으로 알려져 있으나, 모수추정시 그 계산방법이 복잡하고, 포함된 모든 정보를 이용할 수 없다는 단점을 갖고 있다. 그럼에도 불구하고, conditional 모델을 이용한 matched 분석법은 짝지은 자료 분석시 가장 좋은 방법으로 인정되고 있다. 그러나 명확한 confounding 현상을 통제할 목적이 아닌 상태에서 짝지워진 자료를 matched 분석법으로 모수추정하는 경우나, 올바로 짝지워진 자료를 분석법의 편이성 때문에 unmatched 분석을 시도하는 경우, 오히려 estimation bias가 야기될 수 있다. 이러한 estimation bias의 통제능력을 몇 가지 분석방법을 이용하여 비교하고자, 1:2로 대응된 한 환자-대조군 자료를 이용하여 Mantel-Haenszel 분석법, 두가지의 unconditional model을 이용한 다변량분석법의 결과를 conditional model을 이용한 matched 분석법의 결과와 비교하였다. 1. Matched 분석법의 대용방법으로 사용된 세 가지 방법들은 모수추정면에서나 가설검정능력면에서 차이를 서로 보이지 않았다. 2. 짝짓기에 사용된 변수가 분석자료내에서 confounder나 effect modifier로 작용되지 않았음이 명백한 경우에는 이들 세 가지 통제 방법과 matched 분석법간에 차이가 없었다. 3. 짝짓기에 사용된 변수가 분석자료내에서 effect modifier로 작용하지는 않았으나, Confounder로 작용한 것으로 추정되는 경우, unmatched 분석법으로 인해 야기된 estimation bias의 통제능력이 이들 세 가지 대용방안 모두에서 인정되었다. 4. 짝짓기에 사용된 변수가 분석자료내에서 effect modifier로 작용하고 있음을 직접 확인할 수 있는 경우에는, overmatching에 의한 estimation bias를 의심할 수 있었으며, 이들 세 가지 통제방법은 오히려 unmatched 분석 방법에 가까운 모수를 추정하였다.

• 한국음향학회지
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• 제13권4호
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• pp.20-31
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• 1994

다중 정현파의 주파수를 추정하는 최우도(ML) 방법은 주파수 추정에 정밀도를 보여주고 있으나, 최우도 함수가 주파수 추정에 쓰이는 경우 고도의 비선형성 때문에 추정에 많은 희생을 요구하고 있다. 본 논문에서는 최우도 방법의 비선형성을 개선하기 위해, 신호속에 포함된 정현 주파수의 추정을 용이하게 할 수 있는 단순화된 최우도 방법을 제시한다. 이 새로운 주파수 추정 방법을 백색 또는 칼라 잡음의 보기들에 적용하고, Monte-carlo 시뮬레이션을 실행하여 통계적 평균값, 평균 제곱근 및 상대 바이어스를 기존의 가장 우수한 방법인 MFBLP 방법과 비교한다. 또한 스펙트럼 파우어 밀도와 단위 원에서의 주파수 위치를 그림을 통하여 나타낸다.

• 농업과학연구
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• 제38권1호
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• pp.129-143
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• 2011

In this study, to select the incoming solar radiation equation which is most suitable for the estimation of Penman evaporation, 12 incoming solar radiation equations were selected. The Penman evaporation rates were estimated using 12 selected incoming solar radiation equations, and the estimated Penman evaporation rates were compared with measured pan evaporation rates. The monthly average daily meteorological data measured from 17 meteorological stations (춘천, 강능, 서울, 인천, 수원, 서산, 청주, 대전, 추풍령, 포항, 대구, 전주, 광주, 부산, 목포, 제주, 진주) were used for this study. To evaluate the reliability of estimated evaporation rates, mean absolute bias error(MABE), root mean square error(RMSE), mean percentage error(MPE) and Nash-Sutcliffe equation were applied. The study results indicate that to estimate pan evaporation using Penman evaporation equation, incoming solar radiation equation using meteorological data such as precipitation, minimum air temperature, sunshine duration, possible duration of sunshine, and extraterrestrial radiation are most suitable for 11 study stations out of 17 study stations.

• 한국항공운항학회지
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• 제20권4호
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• pp.1-6
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• 2012

The accurate information of mass properties is required for the precise control of the spacecraft. The mass properties, mass and inertia, are changeable by some reasons such as consumption of propellant, deployment of solar panel, sloshing, environmental effect, etc. The gyro-based attitude data including noise and bias reduces the control accuracy so it needs to be compensated for improvement. This paper introduces a real-time inertia estimation method for the attitude determination of STSAT-3, Korea Science Technology Satellite. In this method we first filter the gyro noise with the Extended Kalman Filter(EKF), and then estimate the moment of inertia by using the filtered data from the EKF based on the Recursive Least Square(RLS).

• 한국공작기계학회:학술대회논문집
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• 한국공작기계학회 2003년도 춘계학술대회 논문집
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• pp.21-26
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• 2003

The well-conditioned observer in a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic issues such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic issues such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_2$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic issues and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

• International Journal of Aeronautical and Space Sciences
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• 제9권1호
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• pp.147-161
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• 2008

In this paper, fine attitude estimation using low-cost sensors for attitude pointing missions of spacecraft is addressed. Attitude kinematics and gyro models including bias models are in general utilized to estimate spacecraft attitude and angular rate. However, a linearized model and a transition matrix are derived in this paper from nonlinear spacecraft dynamics with external disturbances. A Kalman filtering technique is applied and offers relatively high estimation accuracy under dynamic uncertainties. The proposed approach is demonstrated using numerical simulations.

• International Journal of Automotive Technology
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• 제6권5호
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• pp.475-481
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• 2005

This paper deals with the algorithm of estimating the longitudinal speed of a braking vehicle using measurements from an accelerometer and a standard wheel speed sensor. We evolve speed estimation algorithms of increasing complexity and accuracy on the basis of experimental tests. A final speed estimation algorithm based on a Kalman filtering is developed to reduce measurement noise of the wheel speed sensor, error of the tire radius, and accelerometer bias. This developed algorithm can give peak errors of less than 3 percent even when the accelerometer signal is significantly biased.

• Structural Engineering and Mechanics
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• 제34권1호
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• pp.1-14
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• 2010

The innovative intelligent fuzzy weighted input estimation method which efficiently and robustly estimates the unknown time-varying input force in on-line is presented in this paper. The algorithm includes the Kalman Filter (KF) and the recursive least square estimator (RLSE), which is weighted by the fuzzy weighting factor proposed based on the fuzzy logic inference system. To directly synthesize the Kalman filter with the estimator, this work presents an efficient robust forgetting zone, which is capable of providing a reasonable compromise between the tracking capability and the flexibility against noises. The capability of this inverse method are demonstrated in the input force estimation cases of the plate structure system. The proposed algorithm is further compared by alternating between the constant and adaptive weighting factors. The results show that this method has the properties of faster convergence in the initial response, better target tracking capability, and more effective noise and measurement bias reduction.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.